From 7ea5718843e61622fc9b27e89fdf496cd74dbdc1 Mon Sep 17 00:00:00 2001
From: Josue Nina <josue.nina.ponce@gmail.com>
Date: Fri, 20 Mar 2026 16:52:22 -0500
Subject: [PATCH] Add GetSafeTheta to handle decimal overflow

---
 Common/Data/Market/Greeks.cs                  | 19 +++++++++++++++++++
 .../Data/UniverseSelection/OptionUniverse.cs  |  2 +-
 Indicators/GreeksIndicators.cs                | 13 +------------
 3 files changed, 21 insertions(+), 13 deletions(-)

diff --git a/Common/Data/Market/Greeks.cs b/Common/Data/Market/Greeks.cs
index 16d67ec61bd6..a054207b33fe 100644
--- a/Common/Data/Market/Greeks.cs
+++ b/Common/Data/Market/Greeks.cs
@@ -13,6 +13,7 @@
  * limitations under the License.
 */
 
+using System;
 using QuantConnect.Python;
 
 namespace QuantConnect.Data.Market
@@ -111,6 +112,24 @@ public virtual decimal ThetaPerDay
             set { Theta = value * 365m; }
         }
 
+        /// <summary>
+        /// Calculates the annualized theta value based on a daily theta input.
+        /// </summary>
+        /// <param name="thetaPerDay">The theta value per day to be annualized.</param>
+        /// <returns>The annualized theta value, calculated as the daily theta multiplied by 365. Returns decimal.MaxValue or
+        /// decimal.MinValue if the result overflows.</returns>
+        public static decimal GetSafeTheta(decimal thetaPerDay)
+        {
+            try
+            {
+                return thetaPerDay * 365m;
+            }
+            catch (OverflowException)
+            {
+                return thetaPerDay < 0 ? decimal.MinValue : decimal.MaxValue;
+            }
+        }
+
         /// <summary>
         /// Initializes a new instance of the <see cref="Greeks"/> class.
         /// </summary>
diff --git a/Common/Data/UniverseSelection/OptionUniverse.cs b/Common/Data/UniverseSelection/OptionUniverse.cs
index b2c30b7412dd..b8909c81d705 100644
--- a/Common/Data/UniverseSelection/OptionUniverse.cs
+++ b/Common/Data/UniverseSelection/OptionUniverse.cs
@@ -257,7 +257,7 @@ private class PreCalculatedGreeks : Greeks
 
             public override decimal Vega => _csvLine.GetDecimalFromCsv(StartingGreeksCsvIndex + 2);
 
-            public override decimal Theta => _csvLine.GetDecimalFromCsv(StartingGreeksCsvIndex + 3) * 365m;
+            public override decimal Theta => GetSafeTheta(_csvLine.GetDecimalFromCsv(StartingGreeksCsvIndex + 3));
 
             public override decimal Rho => _csvLine.GetDecimalFromCsv(StartingGreeksCsvIndex + 4);
 
diff --git a/Indicators/GreeksIndicators.cs b/Indicators/GreeksIndicators.cs
index 604c60a396d4..d51b1c7d178d 100644
--- a/Indicators/GreeksIndicators.cs
+++ b/Indicators/GreeksIndicators.cs
@@ -78,18 +78,7 @@ public Greeks Greeks
         {
             get
             {
-                var theta = 0m;
-                var thetaPerDay = ThetaPerDay.Current.Value;
-                try
-                {
-                    theta = thetaPerDay * 365m;
-                }
-                catch (OverflowException)
-                {
-                    theta = thetaPerDay < 0 ? decimal.MinValue : decimal.MaxValue;
-                }
-
-                return new Greeks(Delta, Gamma, Vega, theta, Rho, 0m);
+                return new Greeks(Delta, Gamma, Vega, Greeks.GetSafeTheta(ThetaPerDay.Current.Value), Rho, 0m);
             }
         }